Stochastic volatility models with heavy-tailed distributions : a bayesian analysis

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Bibliographic Information

Title
"Stochastic volatility models with heavy-tailed distributions : a bayesian analysis"
Statement of Responsibility
Toshiaki Watanabe and Manabu Asai
Publisher
  • Bank of Japan. Institute for Monetary and Economic Studies
Publication Year
  • 2001
Book size
30 cm

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Notes

Bibliography: p. 31-32

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Details 詳細情報について

  • CRID
    1130282272211162240
  • NII Book ID
    BA55825441
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Tokyo
  • Classification
  • Data Source
    • CiNii Books
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